+198,812.7%
CSCO vs NSC
+6,271.3%
+192,541.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.8% |
| 7D | -4.7% | -3.4% | -1.3% | -3.2% |
| 30D | -17.1% | +3.6% | -20.7% | -18.3% |
| 3M | -19.6% | -1.4% | -18.2% | -19.3% |
| 6M | +2.4% | +6.0% | -3.5% | -0.5% |
| YTD | +29.8% | +15.5% | +14.3% | +21.2% |
| 1Y | +38.7% | +16.2% | +22.4% | +29.1% |
| 3Y | +101.3% | +76.9% | +24.4% | +54.1% |
| 5Y | +94.8% | +29.3% | +65.5% | +67.6% |
| 10Y | +324.2% | +298.3% | +25.9% | +122.3% |
| All | +198,812.7% | +6,271.3% | +192,541.4% | +23,566.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling